2.6.19. sdepy.hw2f_var

class sdepy.hw2f_var(t, *, x0=(0., 0.), theta=(0., 0.), k=(1., 1.), sigma=(1., 1.), rho=0.)[source]

Variance of values at time t of a Hull-White 2-factors process (as per the hull_white_process class) with time-independent parameters.

Attributes:
params

Methods

__call__